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Approximation of the asymptotic distribution of the log likelihood ratio test for cointegration
Larsson, Rolf - In: Econometric theory 15 (1999) 6, pp. 789-813
Persistent link: https://www.econbiz.de/10001507477
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The joint moment generating function of quadratic forms in multivariate autoregressive series
Abadir, Karim Maher - In: Econometric theory 12 (1996) 4, pp. 682-704
Persistent link: https://www.econbiz.de/10001210204
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The joint moment generating function of quadratic forms in multivariate autoregressive series : the case with deterministic components
Abadir, Karim Maher; Larsson, Rolf - In: Econometric theory 17 (2001) 1, pp. 221-246
Persistent link: https://www.econbiz.de/10001556101
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A note on the pooling of individual panic unit root tests
Westerlund, Joakim; Larsson, Rolf - In: Econometric theory 25 (2009) 6, pp. 1851-1868
Persistent link: https://www.econbiz.de/10003904449
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ARTICLES - The Joint Moment Generating Function of Quadratic Forms in Multivariate Autoregressive Series: The Case with Deterministic Components
Abadir, Karim M.; Larsson, Rolf - In: Econometric theory 17 (2001) 1, pp. 222-246
Persistent link: https://www.econbiz.de/10006980329
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ARTICLES - Approximation of the Asymptotic Distribution of the Log Likelihood Ratio Test for Cointegration
Larsson, Rolf - In: Econometric theory 15 (1999) 6, pp. 789-823
Persistent link: https://www.econbiz.de/10006985951
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A NOTE ON THE POOLING OF INDIVIDUAL PANIC UNIT ROOT TESTS
Westerlund, Joakim; Larsson, Rolf - In: Econometric theory 25 (2009) 6, pp. 1851-1868
Persistent link: https://www.econbiz.de/10008325207
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The Joint Moment Generating Function of Quadratic Forms in Multivariate Autoregressive Series
Abadir, Karim M.; Larsson, Rolf - In: Econometric theory 12 (1996) 4, pp. 682-704
Persistent link: https://www.econbiz.de/10007003406
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The Asymptotic Distributions of Some Test Statistics in Near-Integrated AR Processes
Larsson, Rolf - In: Econometric theory 11 (1995) 2, pp. 306-330
Persistent link: https://www.econbiz.de/10007007263